Migrating and upgrading from version A to version B or from Linux with MySQL to Windows with Microsoft SQL Server (MSSQL) for Redmine is not a problem, as long as you have the proper tools and know-how about your database and files.
Make sure that you have server administration privileges.
Ensure you are running migration or upgrade in a test environment.
Follow the recipe Configuring Backup and Recovery to make a backup and take a snapshot of your virtual machine if possible.
Here is a checklist before performing the upgrade: